Like how a crazy marching band/stripper parade party on the trading floor scene featured in the trailer was filmed.

'Wolf Of Wall Street' is the true story of Jordan Belfort, a trader that ran a pump and dump called Stratton Oakmont. He was eventually caught by the Feds and went to jail.

But not before he sunk a yacht and threw some killer parties.

The WSJ caught up with Scorsese, Leonardo DiCaprio (who plays Belfort), and co-star Jonah Hill for an extensive interview on how the movie was made.

The whole thing is worth a read, but the best part is possibly how DiCaprio explains his preparation for the film. He spent a lot of time with Belfort, interviewing him and getting details that didn't make it into the biography he wrote (also called 'Wolf of Wall Street').

The attitude, the lingo, the type of music he listened to, the drugs he took, how he took those drugs, the effects that it had on his mind and his psyche." Asked for an example of this research, DiCaprio describes a large-scale scene, in which Belfort throws a wild party to celebrate his firm's success: "We reach our monthly quota, and I make it a big celebration," says DiCaprio. "A gigantic marching band and a bunch of naked strippers come into the salesroom." Production managers booked trained horses, hired scores of extras and midgets who would be dressed in Velcro suits and thrown at targets, per Belfort's memoir. Then, just days before the shoot, DiCaprio remembered something crucial from his conversations with Belfort and sought out Scorsese: "I said, 'Jordan also mentioned that he had a chimpanzee on roller skates in a diaper that was handing out tickets to all the stockbrokers.' And Marty's like, 'That's great, how do we get a chimpanzee?' And I said, 'I don't know.' And he's like, 'All right, somebody get on it.' "Scorsese's longtime producer Emma Tillinger laughs. "The party scene was choreographed to the T," she says. "We'd auditioned marching bands, hired the animals, then Marty calls. I'm like, 'Well, there's a chimpanzee who can roller-skate, but it's in Florida.' "

"Next thing you know," DiCaprio continues, chuckling, "there's a chimpanzee, and I'm toting him around the salesroom."